Hey there,
Lets see if I can answer some of those questions 
1) Most likely, because while you're lucid, you're very close to being awake. Now even while sleeping, the body still gets external stimuli, which are being worked into our dreams. Suppose that a cat is miauwing at night, you might dream of cats. Suppose that a baby is crying, you might dream that you need to rescue a baby.
The thing is, it isn't just sounds that get worked into our dreams. Touches, tastes... and even visuals. Because you are 'in the dark' (something which you notice even with your eyelids closed), your very likely to dream that you're in the dark too, especially when you're so close to awakening and sleeping so lightly. This could be an explanation.
Mind you, its always a matter of could be, in these cases, as just the same you could be dreaming you're talking a walk through the sun 
2) Here it's a matter of learning dreamcontrol, I think. If you want to make something happen, or prevent something from happening in your dream, you're exercising control over your dream. Do a search on the forum for more information. In short though, remember that it's your dream, you make the rules, be confident that you can change things, and then simply, chose to make it so.
3) Personally, I don't do hand rubbing. I know its a very commonly quoted technique, but you have to understand the underlying idea behind it. Basically, the idea is that the more you focus on the dreamsensations, the more your dream is likely to solidify and extend itself. In short, pay attention to the dream, and it'll help to make it more real and last longer. Now hand rubbing creates obvious dreamsensations (the feeling of your hands rubbing together), but I find that you can get too worked up in handrubbing. Personally I prefer to just pay lots of attention to everything around me. See, hear, smell, feel... these things almost always help me to ensure the dream becomes more real again when its starting to fade out.
Just my 2 dreamcents,
-Redrivertears-
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